3/01/2022 Portfolio Allocation Portfolio Construction with Climate Risk Measures Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most...
3/06/2021 Portfolio Allocation Measuring and Pricing Cyclone-Related Physical Risk under Ch... We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
9/09/2020 Sustainable Finance Climate change investment framework This paper presents a simple holistic approach to build climate risk-resilient investment portfolios based on the three key objectives of the Paris Agreement...
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
28/05/2020 Trajectory Monitoring in Portfolio Management and Issuer Int... 2°C alignment has become a major issue for climate-aware portfolio management.
7/04/2020 Sustainable Finance Credit Risk Sensitivity to Carbon Price In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.
23/01/2020 Sustainable Finance The green swan: Central banking and financial stability in t... Climate change poses new challenges to central banks, regulators and supervisors.
18/04/2019 Sustainable Finance Economic Modeling of Climate Risks Climate change is a subject that has been largely addressed from both macroeconomic and energetic standpoints.